Sangsin Brake EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.94% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0781 | 24.50 | |
| 0.2676 | 43.94 | |
| 0.9663 | 538.33 | |
| 0.0008 | 0.13 |
Estimation Period:
Nov 15, 2001 to Feb 6, 2026
Nov 15, 2001 to Feb 6, 2026
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